2.50Open0.95Pre Close7 Volume328 Open Interest42.50Strike Price2.17KTurnover78.08%IV6.58%PremiumOct 18, 2024Expiry Date2.16Intrinsic Value100Multiplier15DDays to Expiry2.94Extrinsic Value100Contract SizeAmericanOptions Type0.6561Delta0.0513Gamma11.03Leverage Ratio-0.0902Theta0.0107Rho7.23Eff Leverage0.0338Vega